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A test for the number of factors in an approximate factor model
Connor, Gregory - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1263-1291
Persistent link: https://www.econbiz.de/10001152158
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Pledgeability and asset prices : evidence from the Chinese corporate bond markets
Chen, Hui; Chen, Zhuo; He, Zhiguo; Liu, Jinyu; Xie, Rengming - In: The journal of finance : the journal of the American … 78 (2023) 5, pp. 2563-2620
Persistent link: https://www.econbiz.de/10014380954
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Are momentum profits robust to trading costs?
Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
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Intraday patterns in the cross-section of stock returns
Heston, Steven L.; Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1369-1408
Persistent link: https://www.econbiz.de/10008797919
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A Test for the Number of Factors in an Approximate Factor Model
Connor, Gregory; Korajczyk, Robert A. - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1263-1292
Persistent link: https://www.econbiz.de/10006603652
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Are Momentum Profits Robust to Trading Costs?
Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1039-1082
Persistent link: https://www.econbiz.de/10006551339